EWN vs. JNJ
Compare and contrast key facts about iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ).
EWN is a passively managed fund by iShares that tracks the performance of the MSCI Netherlands Investable Market Index. It was launched on Mar 12, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWN or JNJ.
Key characteristics
| EWN | JNJ | |
|---|---|---|
| YTD Return | 4.13% | 3.09% |
| 1Y Return | 19.62% | 7.94% |
| 3Y Return (Ann) | -3.05% | 1.72% |
| 5Y Return (Ann) | 8.63% | 6.40% |
| 10Y Return (Ann) | 8.86% | 6.75% |
| Sharpe Ratio | 1.02 | 0.49 |
| Sortino Ratio | 1.48 | 0.82 |
| Omega Ratio | 1.19 | 1.10 |
| Calmar Ratio | 0.78 | 0.41 |
| Martin Ratio | 4.32 | 1.46 |
| Ulcer Index | 4.49% | 5.06% |
| Daily Std Dev | 18.97% | 15.04% |
| Max Drawdown | -65.22% | -38.78% |
| Current Drawdown | -12.71% | -8.73% |
Correlation
The correlation between EWN and JNJ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EWN vs. JNJ - Performance Comparison
In the year-to-date period, EWN achieves a 4.13% return, which is significantly higher than JNJ's 3.09% return. Over the past 10 years, EWN has outperformed JNJ with an annualized return of 8.86%, while JNJ has yielded a comparatively lower 6.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EWN vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EWN vs. JNJ - Dividend Comparison
EWN's dividend yield for the trailing twelve months is around 1.97%, less than JNJ's 3.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 1.97% | 1.79% | 1.98% | 1.02% | 0.78% | 2.58% | 2.40% | 1.68% | 2.71% | 1.92% | 2.30% | 1.50% |
JNJ Johnson & Johnson | 3.08% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
EWN vs. JNJ - Drawdown Comparison
The maximum EWN drawdown since its inception was -65.22%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for EWN and JNJ. For additional features, visit the drawdowns tool.
Volatility
EWN vs. JNJ - Volatility Comparison
iShares MSCI Netherlands ETF (EWN) has a higher volatility of 6.34% compared to Johnson & Johnson (JNJ) at 3.98%. This indicates that EWN's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.